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the estimation error
H
=
H
−
1
H
to the identity matrix
I
, and the estimation error
A
=
A
−
A
to zero.
The estimator filter equation of
H
is posed directly on
SL
(3). It includes a cor-
rection term derived from the error
H
. We consider an estimator filter of the form
˙
H
=
H
Ad
H
A
+
H
)
(
H
H
(0)=
H
0
,
α
,
,
(8.5)
˙
A
=
A
(0)=
A
0
.
(
H
β
,
H
)
,
This yields the following expression for the dynamics of the estimation error
(
H
,
A
)=(
H
−
1
H
−
A
):
,
A
H
=
H
˙
A
−
Ad
H
−
1
α
(8.6)
˙
A
=
−
β
with the arguments of
α
and
β
omitted to lighten the notation. The main result of
the chapter is stated next.
Theorem 8.1.
Assume that the matrix A in
(8.4)
is constant. Consider the nonlinear
estimator filter
(8.5)
along with the innovation
α
and the estimation dynamics
β
defined as
⎧
⎨
(
H
T
(
I
−
H
))
α
=
−
k
H
Ad
H
P
,
k
H
>
0
(8.7)
⎩
(
H
T
(
I
−
H
))
β
=
−
k
A
P
,
k
A
>
0
3
×
3
with the projection operator
P
:
R
→
sl
(3)
defined by
(8.2)
. Then, for the esti-
mation error dynamics
(8.6)
,
∪
i)
all solutions converge to E
=
E
s
E
u
with:
E
s
=(
I
,
0)
(
H
0
,
|
H
0
=
λ
−
3
1)
vv
)
2
E
u
=
{
0)
λ
(
I
+(
−
,
v
∈
S
}
3
2
+ 1 = 0
;
where
λ
≈−
0
.
7549
is the unique real solution of the equation
λ
−
λ
0)
is locally exponentially stable;
iii)
any point of E
u
is an unstable equilibrium. More precisely, for any
(
H
0
,
ii)
the equilibrium point E
s
=(
I
,
0)
∈
E
u
0)
, there exists
(
H
1
,
A
1
)
of
(
H
0
,
and any neighborhood
U
∈ U
such that the
solution of system
(8.6)
issued from
(
H
1
,
A
1
)
converges to E
s
.
Proof.
Let us prove part
i)
. Let us consider the following candidate Lyapunov
function
,
A
)=
1
1
V
(
H
−
H
2
k
A
A
2
+
2
2
I
(8.8)
=
1
1
2
k
A
tr(
A
T
−
H
)
T
(
I
−
H
)) +
A
)
2
tr((
I
.
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